Calendar effect: Difference between revisions
From ACT Wiki
Jump to navigationJump to search
imported>Doug Williamson (Add link.) |
(Add link.) |
||
| Line 21: | Line 21: | ||
* [[Neuroeconomics]] | * [[Neuroeconomics]] | ||
* [[Santa Claus rally]] | * [[Santa Claus rally]] | ||
* [[Seasonal]] | |||
* [[Speculation]] | * [[Speculation]] | ||
* [[Technical analysis]] | * [[Technical analysis]] | ||
[[Category: | [[Category:Financial_products_and_markets]] | ||
[[Category: | [[Category:Identify_and_assess_risks]] | ||
[[Category:Investment]] | [[Category:Investment]] | ||
[[Category:Long_term_funding]] | [[Category:Long_term_funding]] | ||
[[Category:Manage_risks]] | [[Category:Manage_risks]] | ||
[[Category:Risk_reporting]] | |||
[[Category:Risk_frameworks]] | [[Category:Risk_frameworks]] | ||
[[Category: | [[Category:The_business_context]] | ||
Latest revision as of 14:43, 22 November 2023
Behavioural economics - technical analysis.
Calendar effects predict that equity prices and other traded asset prices have a tendency to move in relatively predictable ways in the periods around certain dates in the calendar year, especially festivals and holidays.
There is a range of opinion about their possible causes, and about their existence.
